My C++ template library. Note that I have shifted my focus on C macro library and the template library is not actively maintained. You can easily find good implementations in SGI STL. However, from the benchmarks you can see that my library still has some advantages. If you like to use the template library and find bugs or require more features, please feel free to contact with me.

Hooke-Jeeves' method for derivative-free nonlinear programming: min.hh (HTML). This is a C++ template function. See also this post.

NEWUOA method for derivative-free nonlinear programming: newuoa.hh (HTML). C++ template function. Adapted from Powell's Fortran program. A benchmark on this method is available here. See also this post.